AMBA Stock — Ambarella Inc: Options Chain

Calls		Puts
0	—	948.7%	0.976	—	$0.10	-0.032	1035.4%	3	4
Call · $35 In the money Last — Breakeven — Implied vol 948.7% Delta 0.976 ≈98% ITM Gamma 0.001 Theta -1.147 Vega 0.003 Open interest 0 Model this call Put · $35 Last $0.10 Breakeven $34.90 Implied vol 1035.4% Delta -0.032 ≈3% ITM Gamma 0.002 Theta -1.583 Vega 0.003 Open interest 4 Model this put
0	—	849.2%	0.968	—	$0.10	-0.026	800.6%	3	3
Call · $40 In the money Last — Breakeven — Implied vol 849.2% Delta 0.968 ≈97% ITM Gamma 0.002 Theta -1.3 Vega 0.003 Open interest 0 Model this call Put · $40 Last $0.10 Breakeven $39.90 Implied vol 800.6% Delta -0.026 ≈3% ITM Gamma 0.002 Theta -1.029 Vega 0.003 Open interest 3 Model this put
5	2	920.2%	0.943	$40.22	$0.10	—	—	5	1
Call · $43.5 In the money Last $40.22 Breakeven $83.72 Implied vol 920.2% Delta 0.943 ≈94% ITM Gamma 0.003 Theta -2.275 Vega 0.006 Open interest 5 Model this call Put · $43.5 Last $0.10 Breakeven $43.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
4	6	906.7%	0.942	$39.57	$0.10	—	—	125	0
Call · $44 In the money Last $39.57 Breakeven $83.57 Implied vol 906.7% Delta 0.942 ≈94% ITM Gamma 0.003 Theta -2.268 Vega 0.006 Open interest 4 Model this call Put · $44 Last $0.10 Breakeven $43.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	12	712.5%	0.968	$39.08	$0.10	—	—	124	5
Call · $44.5 In the money Last $39.08 Breakeven $83.58 Implied vol 712.5% Delta 0.968 ≈97% ITM Gamma 0.002 Theta -1.099 Vega 0.003 Open interest 3 Model this call Put · $44.5 Last $0.10 Breakeven $44.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 Model this put
17	47	671.4%	0.972	$38.39	$0.15	-0.03	686.4%	17	18
Call · $45 In the money Last $38.39 Breakeven $83.39 Implied vol 671.4% Delta 0.972 ≈97% ITM Gamma 0.002 Theta -0.918 Vega 0.003 Open interest 17 Model this call Put · $45 Last $0.15 Breakeven $44.85 Implied vol 686.4% Delta -0.03 ≈3% ITM Gamma 0.002 Theta -1.002 Vega 0.003 Open interest 18 Model this put
21	39	—	—	$37.92	$0.10	-0.031	675.7%	63	6
Call · $45.5 In the money Last $37.92 Breakeven $83.42 Implied vol — Delta — Gamma — Theta — Vega — Open interest 21 Model this call Put · $45.5 Last $0.10 Breakeven $45.40 Implied vol 675.7% Delta -0.031 ≈3% ITM Gamma 0.002 Theta -0.999 Vega 0.003 Open interest 6 Model this put
3	2	620.6%	0.977	$36.48	$0.12	-0.031	665.2%	58	8
Call · $46 In the money Last $36.48 Breakeven $82.48 Implied vol 620.6% Delta 0.977 ≈98% ITM Gamma 0.002 Theta -0.734 Vega 0.003 Open interest 3 Model this call Put · $46 Last $0.12 Breakeven $45.88 Implied vol 665.2% Delta -0.031 ≈3% ITM Gamma 0.002 Theta -0.996 Vega 0.003 Open interest 8 Model this put
26	57	—	—	$36.08	$0.10	-0.032	654.7%	2	1
Call · $46.5 In the money Last $36.08 Breakeven $82.58 Implied vol — Delta — Gamma — Theta — Vega — Open interest 26 Model this call Put · $46.5 Last $0.10 Breakeven $46.40 Implied vol 654.7% Delta -0.032 ≈3% ITM Gamma 0.002 Theta -0.993 Vega 0.003 Open interest 1 Model this put
1	2	600.3%	0.976	$33.22	$0.15	-0.032	644.4%	2	145
Call · $47 In the money Last $33.22 Breakeven $80.22 Implied vol 600.3% Delta 0.976 ≈98% ITM Gamma 0.002 Theta -0.728 Vega 0.003 Open interest 1 Model this call Put · $47 Last $0.15 Breakeven $46.85 Implied vol 644.4% Delta -0.032 ≈3% ITM Gamma 0.002 Theta -0.991 Vega 0.003 Open interest 145 Model this put
23	59	—	—	$32.82	$0.20	-0.033	634.2%	2	145
Call · $47.5 In the money Last $32.82 Breakeven $80.32 Implied vol — Delta — Gamma — Theta — Vega — Open interest 23 Model this call Put · $47.5 Last $0.20 Breakeven $47.30 Implied vol 634.2% Delta -0.033 ≈3% ITM Gamma 0.003 Theta -0.988 Vega 0.003 Open interest 145 Model this put
2	6	580.5%	0.976	$32.16	$0.15	-0.033	624.1%	2	100
Call · $48 In the money Last $32.16 Breakeven $80.16 Implied vol 580.5% Delta 0.976 ≈98% ITM Gamma 0.002 Theta -0.722 Vega 0.003 Open interest 2 Model this call Put · $48 Last $0.15 Breakeven $47.85 Implied vol 624.1% Delta -0.033 ≈3% ITM Gamma 0.003 Theta -0.985 Vega 0.003 Open interest 100 Model this put
43	1	—	—	$36.26	$1.08	-0.036	628.6%	100	100
Call · $48.5 In the money Last $36.26 Breakeven $84.76 Implied vol — Delta — Gamma — Theta — Vega — Open interest 43 Model this call Put · $48.5 Last $1.08 Breakeven $47.42 Implied vol 628.6% Delta -0.036 ≈4% ITM Gamma 0.003 Theta -1.071 Vega 0.003 Open interest 100 Model this put
5	1	561%	0.975	$35.85	$0.10	-0.034	604.2%	1	165
Call · $49 In the money Last $35.85 Breakeven $84.85 Implied vol 561% Delta 0.975 ≈97% ITM Gamma 0.002 Theta -0.716 Vega 0.003 Open interest 5 Model this call Put · $49 Last $0.10 Breakeven $48.90 Implied vol 604.2% Delta -0.034 ≈3% ITM Gamma 0.003 Theta -0.979 Vega 0.003 Open interest 165 Model this put
0	2	684.6%	0.949	$30.84	$0.25	-0.039	616%	75	164
Call · $49.5 In the money Last $30.84 Breakeven $80.34 Implied vol 684.6% Delta 0.949 ≈95% ITM Gamma 0.003 Theta -1.561 Vega 0.006 Open interest 0 Model this call Put · $49.5 Last $0.25 Breakeven $49.25 Implied vol 616% Delta -0.039 ≈4% ITM Gamma 0.003 Theta -1.11 Vega 0.003 Open interest 164 Model this put
4	1	673.2%	0.948	$34.90	$0.15	-0.035	584.8%	75	79
Call · $50 In the money Last $34.90 Breakeven $84.90 Implied vol 673.2% Delta 0.948 ≈95% ITM Gamma 0.004 Theta -1.553 Vega 0.006 Open interest 4 Model this call Put · $50 Last $0.15 Breakeven $49.85 Implied vol 584.8% Delta -0.035 ≈4% ITM Gamma 0.003 Theta -0.973 Vega 0.004 Open interest 79 Model this put
9	1	—	—	$33.90	$0.23	-0.036	565.7%	75	80
Call · $51 In the money Last $33.90 Breakeven $84.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 9 Model this call Put · $51 Last $0.23 Breakeven $50.77 Implied vol 565.7% Delta -0.036 ≈4% ITM Gamma 0.003 Theta -0.968 Vega 0.004 Open interest 80 Model this put
9	18	629.1%	0.945	$28.41	$0.10	-0.031	519.2%	3	19
Call · $52 In the money Last $28.41 Breakeven $80.41 Implied vol 629.1% Delta 0.945 ≈94% ITM Gamma 0.004 Theta -1.522 Vega 0.006 Open interest 9 Model this call Put · $52 Last $0.10 Breakeven $51.90 Implied vol 519.2% Delta -0.031 ≈3% ITM Gamma 0.003 Theta -0.783 Vega 0.004 Open interest 19 Model this put
0	—	688%	0.923	—	$0.69	-0.029	487.4%	2	4
Call · $53 In the money Last — Breakeven — Implied vol 688% Delta 0.923 ≈92% ITM Gamma 0.005 Theta -2.136 Vega 0.006 Open interest 0 Model this call Put · $53 Last $0.69 Breakeven $52.31 Implied vol 487.4% Delta -0.029 ≈3% ITM Gamma 0.003 Theta -0.688 Vega 0.004 Open interest 4 Model this put
0	—	666.2%	0.921	—	$0.05	-0.028	463.1%	3	36
Call · $54 In the money Last — Breakeven — Implied vol 666.2% Delta 0.921 ≈92% ITM Gamma 0.005 Theta -2.121 Vega 0.006 Open interest 0 Model this call Put · $54 Last $0.05 Breakeven $53.95 Implied vol 463.1% Delta -0.028 ≈3% ITM Gamma 0.003 Theta -0.637 Vega 0.004 Open interest 36 Model this put
1	1	597.6%	0.93	$29.79	$0.25	-0.029	445.9%	11	18
Call · $55 In the money Last $29.79 Breakeven $84.79 Implied vol 597.6% Delta 0.93 ≈93% ITM Gamma 0.005 Theta -1.727 Vega 0.006 Open interest 1 Model this call Put · $55 Last $0.25 Breakeven $54.75 Implied vol 445.9% Delta -0.029 ≈3% ITM Gamma 0.003 Theta -0.631 Vega 0.004 Open interest 18 Model this put
1	3	553.7%	0.934	$28.65	$0.10	-0.085	624%	1	12
Call · $56 In the money Last $28.65 Breakeven $84.65 Implied vol 553.7% Delta 0.934 ≈93% ITM Gamma 0.005 Theta -1.521 Vega 0.006 Open interest 1 Model this call Put · $56 Last $0.10 Breakeven $55.90 Implied vol 624% Delta -0.085 ≈8% ITM Gamma 0.006 Theta -2.085 Vega 0.006 Open interest 12 Model this put
0	3	541.5%	0.93	$27.70	$0.45	-0.041	445.8%	42	43
Call · $57 In the money Last $27.70 Breakeven $84.70 Implied vol 541.5% Delta 0.93 ≈93% ITM Gamma 0.006 Theta -1.568 Vega 0.006 Open interest 0 Model this call Put · $57 Last $0.45 Breakeven $56.55 Implied vol 445.8% Delta -0.041 ≈4% ITM Gamma 0.004 Theta -0.842 Vega 0.004 Open interest 43 Model this put
0	1	506.7%	0.932	$26.80	$0.05	-0.046	442.4%	10	18
Call · $58 In the money Last $26.80 Breakeven $84.80 Implied vol 506.7% Delta 0.932 ≈93% ITM Gamma 0.006 Theta -1.426 Vega 0.007 Open interest 0 Model this call Put · $58 Last $0.05 Breakeven $57.95 Implied vol 442.4% Delta -0.046 ≈5% ITM Gamma 0.005 Theta -0.926 Vega 0.004 Open interest 18 Model this put
0	1	502.7%	0.925	$25.70	$0.10	-0.091	555.8%	2	6
Call · $59 In the money Last $25.70 Breakeven $84.70 Implied vol 502.7% Delta 0.925 ≈92% ITM Gamma 0.006 Theta -1.536 Vega 0.007 Open interest 0 Model this call Put · $59 Last $0.10 Breakeven $58.90 Implied vol 555.8% Delta -0.091 ≈9% ITM Gamma 0.007 Theta -1.974 Vega 0.007 Open interest 6 Model this put
0	1	498.7%	0.917	$24.80	$0.05	-0.081	491.4%	1	67
Call · $60 In the money Last $24.80 Breakeven $84.80 Implied vol 498.7% Delta 0.917 ≈92% ITM Gamma 0.007 Theta -1.646 Vega 0.007 Open interest 0 Model this call Put · $60 Last $0.05 Breakeven $59.95 Implied vol 491.4% Delta -0.081 ≈8% ITM Gamma 0.007 Theta -1.578 Vega 0.007 Open interest 67 Model this put
1	2	472.6%	0.916	$23.00	$0.51	-0.063	420.8%	1	3
Call · $61 In the money Last $23.00 Breakeven $84.00 Implied vol 472.6% Delta 0.916 ≈92% ITM Gamma 0.007 Theta -1.566 Vega 0.007 Open interest 1 Model this call Put · $61 Last $0.51 Breakeven $60.49 Implied vol 420.8% Delta -0.063 ≈6% ITM Gamma 0.007 Theta -1.119 Vega 0.007 Open interest 3 Model this put
9	6	461.6%	0.91	$5.90	$0.54	-0.108	517.8%	1	4
Call · $62 In the money Last $5.90 Breakeven $67.90 Implied vol 461.6% Delta 0.91 ≈91% ITM Gamma 0.008 Theta -1.613 Vega 0.007 Open interest 9 Model this call Put · $62 Last $0.54 Breakeven $61.46 Implied vol 517.8% Delta -0.108 ≈11% ITM Gamma 0.008 Theta -2.091 Vega 0.01 Open interest 4 Model this put
0	—	450.8%	0.904	—	$0.05	-0.017	259.9%	1	53
Call · $63 In the money Last — Breakeven — Implied vol 450.8% Delta 0.904 ≈90% ITM Gamma 0.008 Theta -1.66 Vega 0.007 Open interest 0 Model this call Put · $63 Last $0.05 Breakeven $62.95 Implied vol 259.9% Delta -0.017 ≈2% ITM Gamma 0.003 Theta -0.227 Vega 0.002 Open interest 53 Model this put
2	2	418.4%	0.906	$6.10	$0.10	-0.082	389.7%	1	68
Call · $64 In the money Last $6.10 Breakeven $70.10 Implied vol 418.4% Delta 0.906 ≈91% ITM Gamma 0.009 Theta -1.517 Vega 0.007 Open interest 2 Model this call Put · $64 Last $0.10 Breakeven $63.90 Implied vol 389.7% Delta -0.082 ≈8% ITM Gamma 0.009 Theta -1.259 Vega 0.007 Open interest 68 Model this put
24	22	—	—	$6.40	$0.88	-0.105	419.2%	18	31
Call · $65 In the money Last $6.40 Breakeven $71.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 24 Model this call Put · $65 Last $0.88 Breakeven $64.12 Implied vol 419.2% Delta -0.105 ≈10% ITM Gamma 0.01 Theta -1.655 Vega 0.007 Open interest 31 Model this put
4	3	341%	0.919	$4.10	$1.65	-0.064	312.8%	1	13
Call · $66 In the money Last $4.10 Breakeven $70.10 Implied vol 341% Delta 0.919 ≈92% ITM Gamma 0.01 Theta -1.103 Vega 0.007 Open interest 4 Model this call Put · $66 Last $1.65 Breakeven $64.35 Implied vol 312.8% Delta -0.064 ≈6% ITM Gamma 0.009 Theta -0.845 Vega 0.007 Open interest 13 Model this put
2	2	366.8%	0.894	$4.73	$0.09	-0.067	296.5%	6	15
Call · $67 In the money Last $4.73 Breakeven $71.73 Implied vol 366.8% Delta 0.894 ≈89% ITM Gamma 0.011 Theta -1.467 Vega 0.007 Open interest 2 Model this call Put · $67 Last $0.09 Breakeven $66.91 Implied vol 296.5% Delta -0.067 ≈7% ITM Gamma 0.01 Theta -0.828 Vega 0.007 Open interest 15 Model this put
5	1	370.5%	0.877	$16.85	$0.05	-0.07	280.4%	2	32
Call · $68 In the money Last $16.85 Breakeven $84.85 Implied vol 370.5% Delta 0.877 ≈88% ITM Gamma 0.012 Theta -1.639 Vega 0.011 Open interest 5 Model this call Put · $68 Last $0.05 Breakeven $67.95 Implied vol 280.4% Delta -0.07 ≈7% ITM Gamma 0.011 Theta -0.811 Vega 0.007 Open interest 32 Model this put
5	1	305.9%	0.898	$15.85	$0.20	-0.074	264.5%	6	41
Call · $69 In the money Last $15.85 Breakeven $84.85 Implied vol 305.9% Delta 0.898 ≈90% ITM Gamma 0.013 Theta -1.179 Vega 0.007 Open interest 5 Model this call Put · $69 Last $0.20 Breakeven $68.80 Implied vol 264.5% Delta -0.074 ≈7% ITM Gamma 0.012 Theta -0.794 Vega 0.007 Open interest 41 Model this put
55	2	—	—	$14.79	$0.05	-0.078	248.9%	10	28
Call · $70 In the money Last $14.79 Breakeven $84.79 Implied vol — Delta — Gamma — Theta — Vega — Open interest 55 Model this call Put · $70 Last $0.05 Breakeven $69.95 Implied vol 248.9% Delta -0.078 ≈8% ITM Gamma 0.013 Theta -0.777 Vega 0.007 Open interest 28 Model this put
3	1	299.6%	0.868	$13.79	$3.66	-0.101	257.5%	4	5
Call · $71 In the money Last $13.79 Breakeven $84.79 Implied vol 299.6% Delta 0.868 ≈87% ITM Gamma 0.016 Theta -1.386 Vega 0.011 Open interest 3 Model this call Put · $71 Last $3.66 Breakeven $67.34 Implied vol 257.5% Delta -0.101 ≈10% ITM Gamma 0.015 Theta -0.983 Vega 0.007 Open interest 5 Model this put
61	1	—	—	$11.66	$0.05	-0.149	295%	2	28
Call · $72 In the money Last $11.66 Breakeven $83.66 Implied vol — Delta — Gamma — Theta — Vega — Open interest 61 Model this call Put · $72 Last $0.05 Breakeven $71.95 Implied vol 295% Delta -0.149 ≈15% ITM Gamma 0.018 Theta -1.473 Vega 0.011 Open interest 28 Model this put
18	50	263%	0.853	$11.85	$0.08	-0.063	176.3%	1	11
Call · $73 In the money Last $11.85 Breakeven $84.85 Implied vol 263% Delta 0.853 ≈85% ITM Gamma 0.02 Theta -1.305 Vega 0.011 Open interest 18 Model this call Put · $73 Last $0.08 Breakeven $72.92 Implied vol 176.3% Delta -0.063 ≈6% ITM Gamma 0.016 Theta -0.471 Vega 0.007 Open interest 11 Model this put
18	1	218.3%	0.871	$9.43	$0.40	-0.121	211.9%	2	146
Call · $74 In the money Last $9.43 Breakeven $83.43 Implied vol 218.3% Delta 0.871 ≈87% ITM Gamma 0.022 Theta -1.001 Vega 0.011 Open interest 18 Model this call Put · $74 Last $0.40 Breakeven $73.60 Implied vol 211.9% Delta -0.121 ≈12% ITM Gamma 0.022 Theta -0.93 Vega 0.011 Open interest 146 Model this put
48	2	209.8%	0.852	$9.46	$0.07	-0.042	122.9%	30	176
Call · $75 In the money Last $9.46 Breakeven $84.46 Implied vol 209.8% Delta 0.852 ≈85% ITM Gamma 0.025 Theta -1.048 Vega 0.011 Open interest 48 Model this call Put · $75 Last $0.07 Breakeven $74.93 Implied vol 122.9% Delta -0.042 ≈4% ITM Gamma 0.016 Theta -0.236 Vega 0.004 Open interest 176 Model this put
191	10	183.6%	0.852	$6.81	$0.05	-0.038	105.2%	11	130
Call · $76 In the money Last $6.81 Breakeven $82.81 Implied vol 183.6% Delta 0.852 ≈85% ITM Gamma 0.028 Theta -0.919 Vega 0.011 Open interest 191 Model this call Put · $76 Last $0.05 Breakeven $75.95 Implied vol 105.2% Delta -0.038 ≈4% ITM Gamma 0.017 Theta -0.185 Vega 0.004 Open interest 130 Model this put
5	2	112.3%	0.927	$6.20	$0.17	-0.113	135.7%	2	105
Call · $77 In the money Last $6.20 Breakeven $83.20 Implied vol 112.3% Delta 0.927 ≈93% ITM Gamma 0.028 Theta -0.343 Vega 0.008 Open interest 5 Model this call Put · $77 Last $0.17 Breakeven $76.83 Implied vol 135.7% Delta -0.113 ≈11% ITM Gamma 0.032 Theta -0.562 Vega 0.008 Open interest 105 Model this put
16	2	167.3%	0.802	$6.40	$0.25	-0.097	105.4%	39	20
Call · $78 In the money Last $6.40 Breakeven $84.40 Implied vol 167.3% Delta 0.802 ≈80% ITM Gamma 0.037 Theta -1.013 Vega 0.011 Open interest 16 Model this call Put · $78 Last $0.25 Breakeven $77.75 Implied vol 105.4% Delta -0.097 ≈10% ITM Gamma 0.036 Theta -0.386 Vega 0.008 Open interest 20 Model this put
6	2	133.3%	0.807	$6.75	$0.55	-0.191	131.5%	5	29
Call · $79 In the money Last $6.75 Breakeven $85.75 Implied vol 133.3% Delta 0.807 ≈81% ITM Gamma 0.046 Theta -0.796 Vega 0.012 Open interest 6 Model this call Put · $79 Last $0.55 Breakeven $78.45 Implied vol 131.5% Delta -0.191 ≈19% ITM Gamma 0.046 Theta -0.77 Vega 0.012 Open interest 29 Model this put
105	1	163.4%	0.717	$4.44	$0.57	-0.256	140.6%	6	90
Call · $80 In the money Last $4.44 Breakeven $84.44 Implied vol 163.4% Delta 0.717 ≈72% ITM Gamma 0.046 Theta -1.195 Vega 0.015 Open interest 105 Model this call Put · $80 Last $0.57 Breakeven $79.43 Implied vol 140.6% Delta -0.256 ≈26% ITM Gamma 0.051 Theta -0.972 Vega 0.015 Open interest 90 Model this put
17	6	162.9%	0.67	$5.05	$1.00	-0.296	127.2%	9	129
Call · $81 In the money Last $5.05 Breakeven $86.05 Implied vol 162.9% Delta 0.67 ≈67% ITM Gamma 0.05 Theta -1.292 Vega 0.015 Open interest 17 Model this call Put · $81 Last $1.00 Breakeven $80.00 Implied vol 127.2% Delta -0.296 ≈30% ITM Gamma 0.061 Theta -0.946 Vega 0.015 Open interest 129 Model this put
37	1	124.9%	0.642	$3.83	$2.60	-0.382	160.5%	2	31
Call · $82 In the money Last $3.83 Breakeven $85.83 Implied vol 124.9% Delta 0.642 ≈64% ITM Gamma 0.068 Theta -1.019 Vega 0.018 Open interest 37 Model this call Put · $82 Last $2.60 Breakeven $79.40 Implied vol 160.5% Delta -0.382 ≈38% ITM Gamma 0.053 Theta -1.318 Vega 0.018 Open interest 31 Model this put
70	1	140.9%	0.567	$4.20	$1.55	-0.423	111.5%	2	20
Call · $83 In the money Last $4.20 Breakeven $87.20 Implied vol 140.9% Delta 0.567 ≈57% ITM Gamma 0.063 Theta -1.2 Vega 0.018 Open interest 70 Model this call Put · $83 Last $1.55 Breakeven $81.45 Implied vol 111.5% Delta -0.423 ≈42% ITM Gamma 0.079 Theta -0.936 Vega 0.018 Open interest 20 Model this put
Underlying $83.75
115	7	127.3%	0.502	$2.50	$4.00	-0.497	133.1%	11	103
Call · $84 Last $2.50 Breakeven $86.50 Implied vol 127.3% Delta 0.502 ≈50% ITM Gamma 0.071 Theta -1.11 Vega 0.018 Open interest 115 Model this call Put · $84 In the money Last $4.00 Breakeven $80.00 Implied vol 133.1% Delta -0.497 ≈50% ITM Gamma 0.068 Theta -1.153 Vega 0.018 Open interest 103 Model this put
77	49	89.2%	0.395	$1.73	$2.50	-0.69	50.6%	8	6
Call · $85 Last $1.73 Breakeven $86.73 Implied vol 89.2% Delta 0.395 ≈39% ITM Gamma 0.097 Theta -0.746 Vega 0.018 Open interest 77 Model this call Put · $85 In the money Last $2.50 Breakeven $82.50 Implied vol 50.6% Delta -0.69 ≈69% ITM Gamma 0.156 Theta -0.379 Vega 0.016 Open interest 6 Model this put
55	57	148.3%	0.388	$1.15	$4.40	-0.631	130.5%	1	348
Call · $86 Last $1.15 Breakeven $87.15 Implied vol 148.3% Delta 0.388 ≈39% ITM Gamma 0.058 Theta -1.238 Vega 0.018 Open interest 55 Model this call Put · $86 In the money Last $4.40 Breakeven $81.60 Implied vol 130.5% Delta -0.631 ≈63% ITM Gamma 0.066 Theta -1.072 Vega 0.016 Open interest 348 Model this put
51	11	121.2%	0.296	$1.53	$4.40	-0.725	110.4%	2	8
Call · $87 Last $1.53 Breakeven $88.53 Implied vol 121.2% Delta 0.296 ≈30% ITM Gamma 0.064 Theta -0.903 Vega 0.016 Open interest 51 Model this call Put · $87 In the money Last $4.40 Breakeven $82.60 Implied vol 110.4% Delta -0.725 ≈72% ITM Gamma 0.068 Theta -0.788 Vega 0.016 Open interest 8 Model this put
57	23	110.7%	0.215	$0.75	$5.45	-0.739	134.3%	1	6
Call · $88 Last $0.75 Breakeven $88.75 Implied vol 110.7% Delta 0.215 ≈22% ITM Gamma 0.059 Theta -0.701 Vega 0.012 Open interest 57 Model this call Put · $88 In the money Last $5.45 Breakeven $82.55 Implied vol 134.3% Delta -0.739 ≈74% ITM Gamma 0.054 Theta -0.939 Vega 0.016 Open interest 6 Model this put
60	2	151.2%	0.24	$0.45	—	-0.886	90.9%	—	0
Call · $89 Last $0.45 Breakeven $89.45 Implied vol 151.2% Delta 0.24 ≈24% ITM Gamma 0.047 Theta -1.029 Vega 0.012 Open interest 60 Model this call Put · $89 In the money Last — Breakeven — Implied vol 90.9% Delta -0.886 ≈89% ITM Gamma 0.048 Theta -0.371 Vega 0.008 Open interest 0 Model this put
284	17	122.6%	0.144	$0.50	$5.50	—	—	2	3
Call · $90 Last $0.50 Breakeven $90.50 Implied vol 122.6% Delta 0.144 ≈14% ITM Gamma 0.042 Theta -0.607 Vega 0.012 Open interest 284 Model this call Put · $90 In the money Last $5.50 Breakeven $84.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
25	3	192.7%	0.228	$0.65	—	—	—	—	0
Call · $91 Last $0.65 Breakeven $91.65 Implied vol 192.7% Delta 0.228 ≈23% ITM Gamma 0.035 Theta -1.264 Vega 0.012 Open interest 25 Model this call Put · $91 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
17	2	149.2%	0.13	$0.47	—	—	—	—	0
Call · $92 Last $0.47 Breakeven $92.47 Implied vol 149.2% Delta 0.13 ≈13% ITM Gamma 0.032 Theta -0.682 Vega 0.008 Open interest 17 Model this call Put · $92 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
35	30	199.5%	0.18	$0.50	—	—	—	—	0
Call · $93 Last $0.50 Breakeven $93.50 Implied vol 199.5% Delta 0.18 ≈18% ITM Gamma 0.029 Theta -1.126 Vega 0.013 Open interest 35 Model this call Put · $93 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
6	12	292%	0.254	$2.37	$25.50	—	—	54	54
Call · $94 Last $2.37 Breakeven $96.37 Implied vol 292% Delta 0.254 ≈25% ITM Gamma 0.025 Theta -2.046 Vega 0.016 Open interest 6 Model this call Put · $94 In the money Last $25.50 Breakeven $68.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 54 Model this put
766	611	167.6%	0.088	$0.15	$12.55	—	—	2	2
Call · $95 Last $0.15 Breakeven $95.15 Implied vol 167.6% Delta 0.088 ≈9% ITM Gamma 0.021 Theta -0.574 Vega 0.008 Open interest 766 Model this call Put · $95 In the money Last $12.55 Breakeven $82.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
2	2	244.7%	0.166	$0.05	—	—	—	—	0
Call · $96 Last $0.05 Breakeven $96.05 Implied vol 244.7% Delta 0.166 ≈17% ITM Gamma 0.023 Theta -1.314 Vega 0.013 Open interest 2 Model this call Put · $96 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	4	244.7%	0.144	$0.92	—	—	—	—	0
Call · $97 Last $0.92 Breakeven $97.92 Implied vol 244.7% Delta 0.144 ≈14% ITM Gamma 0.021 Theta -1.213 Vega 0.009 Open interest 2 Model this call Put · $97 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
5	5	220.2%	0.103	$2.10	—	—	—	—	0
Call · $98 Last $2.10 Breakeven $100.10 Implied vol 220.2% Delta 0.103 ≈10% ITM Gamma 0.018 Theta -0.848 Vega 0.009 Open interest 5 Model this call Put · $98 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	253.8%	0.124	—	—	—	—	—	0
Call · $99 Last — Breakeven — Implied vol 253.8% Delta 0.124 ≈12% ITM Gamma 0.018 Theta -1.12 Vega 0.009 Open interest 0 Model this call Put · $99 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
494	3	188.3%	0.044	$0.10	$19.70	—	—	2	123
Call · $100 Last $0.10 Breakeven $100.10 Implied vol 188.3% Delta 0.044 ≈4% ITM Gamma 0.011 Theta -0.373 Vega 0.005 Open interest 494 Model this call Put · $100 In the money Last $19.70 Breakeven $80.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 123 Model this put
3	4	311.5%	0.148	$0.05	$20.66	—	—	2	1
Call · $101 Last $0.05 Breakeven $101.05 Implied vol 311.5% Delta 0.148 ≈15% ITM Gamma 0.017 Theta -1.567 Vega 0.009 Open interest 3 Model this call Put · $101 In the money Last $20.66 Breakeven $80.34 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
1	1	434.1%	0.234	$1.00	—	—	—	—	0
Call · $102 Last $1.00 Breakeven $103.00 Implied vol 434.1% Delta 0.234 ≈23% ITM Gamma 0.016 Theta -2.873 Vega 0.013 Open interest 1 Model this call Put · $102 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
5	12	255.7%	0.057	$0.05	—	—	—	—	0
Call · $105 Last $0.05 Breakeven $105.05 Implied vol 255.7% Delta 0.057 ≈6% ITM Gamma 0.01 Theta -0.63 Vega 0.005 Open interest 5 Model this call Put · $105 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
10	10	408.1%	0.129	$5.00	—	—	—	—	0
Call · $110 Last $5.00 Breakeven $115.00 Implied vol 408.1% Delta 0.129 ≈13% ITM Gamma 0.011 Theta -1.845 Vega 0.009 Open interest 10 Model this call Put · $110 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	1	363%	0.063	$0.10	—	—	—	—	0
Call · $115 Last $0.10 Breakeven $115.10 Implied vol 363% Delta 0.063 ≈6% ITM Gamma 0.008 Theta -0.961 Vega 0.005 Open interest 2 Model this call Put · $115 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	4	399.7%	0.058	$0.75	—	—	—	—	0
Call · $120 Last $0.75 Breakeven $120.75 Implied vol 399.7% Delta 0.058 ≈6% ITM Gamma 0.006 Theta -0.993 Vega 0.005 Open interest 3 Model this call Put · $120 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
5	5	562%	0.12	$0.60	—	—	—	—	0
Call · $125 Last $0.60 Breakeven $125.60 Implied vol 562% Delta 0.12 ≈12% ITM Gamma 0.008 Theta -2.41 Vega 0.01 Open interest 5 Model this call Put · $125 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
10	5	394%	0.023	$0.10	—	-0.995	321.4%	—	0
Call · $130 Last $0.10 Breakeven $130.10 Implied vol 394% Delta 0.023 ≈2% ITM Gamma 0.003 Theta -0.464 Vega 0.003 Open interest 10 Model this call Put · $130 In the money Last — Breakeven — Implied vol 321.4% Delta -0.995 ≈99% ITM Gamma 0.001 Theta -0.099 Vega 0.001 Open interest 0 Model this put
1	1	—	—	$0.06	—	—	—	—	0
Call · $135 Last $0.06 Breakeven $135.06 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $135 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

Call · $35 In the money

Last: —
Breakeven: —
Implied vol: 948.7%
Delta: 0.976 ≈98% ITM
Gamma: 0.001
Theta: -1.147
Vega: 0.003
Open interest: 0

Model this call

Put · $35

Last: $0.10
Breakeven: $34.90
Implied vol: 1035.4%
Delta: -0.032 ≈3% ITM
Gamma: 0.002
Theta: -1.583
Vega: 0.003
Open interest: 4

Model this put

Call · $40 In the money

Last: —
Breakeven: —
Implied vol: 849.2%
Delta: 0.968 ≈97% ITM
Gamma: 0.002
Theta: -1.3
Vega: 0.003
Open interest: 0

Model this call

Put · $40

Last: $0.10
Breakeven: $39.90
Implied vol: 800.6%
Delta: -0.026 ≈3% ITM
Gamma: 0.002
Theta: -1.029
Vega: 0.003
Open interest: 3

Model this put

Call · $43.5 In the money

Last: $40.22
Breakeven: $83.72
Implied vol: 920.2%
Delta: 0.943 ≈94% ITM
Gamma: 0.003
Theta: -2.275
Vega: 0.006
Open interest: 5

Model this call

Put · $43.5

Last: $0.10
Breakeven: $43.40
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $44 In the money

Last: $39.57
Breakeven: $83.57
Implied vol: 906.7%
Delta: 0.942 ≈94% ITM
Gamma: 0.003
Theta: -2.268
Vega: 0.006
Open interest: 4

Model this call

Put · $44

Last: $0.10
Breakeven: $43.90
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $44.5 In the money

Last: $39.08
Breakeven: $83.58
Implied vol: 712.5%
Delta: 0.968 ≈97% ITM
Gamma: 0.002
Theta: -1.099
Vega: 0.003
Open interest: 3

Model this call

Put · $44.5

Last: $0.10
Breakeven: $44.40
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 5

Model this put

Call · $45 In the money

Last: $38.39
Breakeven: $83.39
Implied vol: 671.4%
Delta: 0.972 ≈97% ITM
Gamma: 0.002
Theta: -0.918
Vega: 0.003
Open interest: 17

Model this call

Put · $45

Last: $0.15
Breakeven: $44.85
Implied vol: 686.4%
Delta: -0.03 ≈3% ITM
Gamma: 0.002
Theta: -1.002
Vega: 0.003
Open interest: 18

Model this put

Call · $45.5 In the money

Last: $37.92
Breakeven: $83.42
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 21

Model this call

Put · $45.5

Last: $0.10
Breakeven: $45.40
Implied vol: 675.7%
Delta: -0.031 ≈3% ITM
Gamma: 0.002
Theta: -0.999
Vega: 0.003
Open interest: 6

Model this put

Call · $46 In the money

Last: $36.48
Breakeven: $82.48
Implied vol: 620.6%
Delta: 0.977 ≈98% ITM
Gamma: 0.002
Theta: -0.734
Vega: 0.003
Open interest: 3

Model this call

Put · $46

Last: $0.12
Breakeven: $45.88
Implied vol: 665.2%
Delta: -0.031 ≈3% ITM
Gamma: 0.002
Theta: -0.996
Vega: 0.003
Open interest: 8

Model this put

Call · $46.5 In the money

Last: $36.08
Breakeven: $82.58
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 26

Model this call

Put · $46.5

Last: $0.10
Breakeven: $46.40
Implied vol: 654.7%
Delta: -0.032 ≈3% ITM
Gamma: 0.002
Theta: -0.993
Vega: 0.003
Open interest: 1

Model this put

Call · $47 In the money

Last: $33.22
Breakeven: $80.22
Implied vol: 600.3%
Delta: 0.976 ≈98% ITM
Gamma: 0.002
Theta: -0.728
Vega: 0.003
Open interest: 1

Model this call

Put · $47

Last: $0.15
Breakeven: $46.85
Implied vol: 644.4%
Delta: -0.032 ≈3% ITM
Gamma: 0.002
Theta: -0.991
Vega: 0.003
Open interest: 145

Model this put

Call · $47.5 In the money

Last: $32.82
Breakeven: $80.32
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 23

Model this call

Put · $47.5

Last: $0.20
Breakeven: $47.30
Implied vol: 634.2%
Delta: -0.033 ≈3% ITM
Gamma: 0.003
Theta: -0.988
Vega: 0.003
Open interest: 145

Model this put

Call · $48 In the money

Last: $32.16
Breakeven: $80.16
Implied vol: 580.5%
Delta: 0.976 ≈98% ITM
Gamma: 0.002
Theta: -0.722
Vega: 0.003
Open interest: 2

Model this call

Put · $48

Last: $0.15
Breakeven: $47.85
Implied vol: 624.1%
Delta: -0.033 ≈3% ITM
Gamma: 0.003
Theta: -0.985
Vega: 0.003
Open interest: 100

Model this put

Call · $48.5 In the money

Last: $36.26
Breakeven: $84.76
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 43

Model this call

Put · $48.5

Last: $1.08
Breakeven: $47.42
Implied vol: 628.6%
Delta: -0.036 ≈4% ITM
Gamma: 0.003
Theta: -1.071
Vega: 0.003
Open interest: 100

Model this put

Call · $49 In the money

Last: $35.85
Breakeven: $84.85
Implied vol: 561%
Delta: 0.975 ≈97% ITM
Gamma: 0.002
Theta: -0.716
Vega: 0.003
Open interest: 5

Model this call

Put · $49

Last: $0.10
Breakeven: $48.90
Implied vol: 604.2%
Delta: -0.034 ≈3% ITM
Gamma: 0.003
Theta: -0.979
Vega: 0.003
Open interest: 165

Model this put

Call · $49.5 In the money

Last: $30.84
Breakeven: $80.34
Implied vol: 684.6%
Delta: 0.949 ≈95% ITM
Gamma: 0.003
Theta: -1.561
Vega: 0.006
Open interest: 0

Model this call

Put · $49.5

Last: $0.25
Breakeven: $49.25
Implied vol: 616%
Delta: -0.039 ≈4% ITM
Gamma: 0.003
Theta: -1.11
Vega: 0.003
Open interest: 164

Model this put

Call · $50 In the money

Last: $34.90
Breakeven: $84.90
Implied vol: 673.2%
Delta: 0.948 ≈95% ITM
Gamma: 0.004
Theta: -1.553
Vega: 0.006
Open interest: 4

Model this call

Put · $50

Last: $0.15
Breakeven: $49.85
Implied vol: 584.8%
Delta: -0.035 ≈4% ITM
Gamma: 0.003
Theta: -0.973
Vega: 0.004
Open interest: 79

Model this put

Call · $51 In the money

Last: $33.90
Breakeven: $84.90
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 9

Model this call

Put · $51

Last: $0.23
Breakeven: $50.77
Implied vol: 565.7%
Delta: -0.036 ≈4% ITM
Gamma: 0.003
Theta: -0.968
Vega: 0.004
Open interest: 80

Model this put

Call · $52 In the money

Last: $28.41
Breakeven: $80.41
Implied vol: 629.1%
Delta: 0.945 ≈94% ITM
Gamma: 0.004
Theta: -1.522
Vega: 0.006
Open interest: 9

Model this call

Put · $52

Last: $0.10
Breakeven: $51.90
Implied vol: 519.2%
Delta: -0.031 ≈3% ITM
Gamma: 0.003
Theta: -0.783
Vega: 0.004
Open interest: 19

Model this put

Call · $53 In the money

Last: —
Breakeven: —
Implied vol: 688%
Delta: 0.923 ≈92% ITM
Gamma: 0.005
Theta: -2.136
Vega: 0.006
Open interest: 0

Model this call

Put · $53

Last: $0.69
Breakeven: $52.31
Implied vol: 487.4%
Delta: -0.029 ≈3% ITM
Gamma: 0.003
Theta: -0.688
Vega: 0.004
Open interest: 4

Model this put

Call · $54 In the money

Last: —
Breakeven: —
Implied vol: 666.2%
Delta: 0.921 ≈92% ITM
Gamma: 0.005
Theta: -2.121
Vega: 0.006
Open interest: 0

Model this call

Put · $54

Last: $0.05
Breakeven: $53.95
Implied vol: 463.1%
Delta: -0.028 ≈3% ITM
Gamma: 0.003
Theta: -0.637
Vega: 0.004
Open interest: 36

Model this put

Call · $55 In the money

Last: $29.79
Breakeven: $84.79
Implied vol: 597.6%
Delta: 0.93 ≈93% ITM
Gamma: 0.005
Theta: -1.727
Vega: 0.006
Open interest: 1

Model this call

Put · $55

Last: $0.25
Breakeven: $54.75
Implied vol: 445.9%
Delta: -0.029 ≈3% ITM
Gamma: 0.003
Theta: -0.631
Vega: 0.004
Open interest: 18

Model this put

Call · $56 In the money

Last: $28.65
Breakeven: $84.65
Implied vol: 553.7%
Delta: 0.934 ≈93% ITM
Gamma: 0.005
Theta: -1.521
Vega: 0.006
Open interest: 1

Model this call

Put · $56

Last: $0.10
Breakeven: $55.90
Implied vol: 624%
Delta: -0.085 ≈8% ITM
Gamma: 0.006
Theta: -2.085
Vega: 0.006
Open interest: 12

Model this put

Call · $57 In the money

Last: $27.70
Breakeven: $84.70
Implied vol: 541.5%
Delta: 0.93 ≈93% ITM
Gamma: 0.006
Theta: -1.568
Vega: 0.006
Open interest: 0

Model this call

Put · $57

Last: $0.45
Breakeven: $56.55
Implied vol: 445.8%
Delta: -0.041 ≈4% ITM
Gamma: 0.004
Theta: -0.842
Vega: 0.004
Open interest: 43

Model this put

Call · $58 In the money

Last: $26.80
Breakeven: $84.80
Implied vol: 506.7%
Delta: 0.932 ≈93% ITM
Gamma: 0.006
Theta: -1.426
Vega: 0.007
Open interest: 0

Model this call

Put · $58

Last: $0.05
Breakeven: $57.95
Implied vol: 442.4%
Delta: -0.046 ≈5% ITM
Gamma: 0.005
Theta: -0.926
Vega: 0.004
Open interest: 18

Model this put

Call · $59 In the money

Last: $25.70
Breakeven: $84.70
Implied vol: 502.7%
Delta: 0.925 ≈92% ITM
Gamma: 0.006
Theta: -1.536
Vega: 0.007
Open interest: 0

Model this call

Put · $59

Last: $0.10
Breakeven: $58.90
Implied vol: 555.8%
Delta: -0.091 ≈9% ITM
Gamma: 0.007
Theta: -1.974
Vega: 0.007
Open interest: 6

Model this put

Call · $60 In the money

Last: $24.80
Breakeven: $84.80
Implied vol: 498.7%
Delta: 0.917 ≈92% ITM
Gamma: 0.007
Theta: -1.646
Vega: 0.007
Open interest: 0

Model this call

Put · $60

Last: $0.05
Breakeven: $59.95
Implied vol: 491.4%
Delta: -0.081 ≈8% ITM
Gamma: 0.007
Theta: -1.578
Vega: 0.007
Open interest: 67

Model this put

Call · $61 In the money

Last: $23.00
Breakeven: $84.00
Implied vol: 472.6%
Delta: 0.916 ≈92% ITM
Gamma: 0.007
Theta: -1.566
Vega: 0.007
Open interest: 1

Model this call

Put · $61

Last: $0.51
Breakeven: $60.49
Implied vol: 420.8%
Delta: -0.063 ≈6% ITM
Gamma: 0.007
Theta: -1.119
Vega: 0.007
Open interest: 3

Model this put

Call · $62 In the money

Last: $5.90
Breakeven: $67.90
Implied vol: 461.6%
Delta: 0.91 ≈91% ITM
Gamma: 0.008
Theta: -1.613
Vega: 0.007
Open interest: 9

Model this call

Put · $62

Last: $0.54
Breakeven: $61.46
Implied vol: 517.8%
Delta: -0.108 ≈11% ITM
Gamma: 0.008
Theta: -2.091
Vega: 0.01
Open interest: 4

Model this put

Call · $63 In the money

Last: —
Breakeven: —
Implied vol: 450.8%
Delta: 0.904 ≈90% ITM
Gamma: 0.008
Theta: -1.66
Vega: 0.007
Open interest: 0

Model this call

Put · $63

Last: $0.05
Breakeven: $62.95
Implied vol: 259.9%
Delta: -0.017 ≈2% ITM
Gamma: 0.003
Theta: -0.227
Vega: 0.002
Open interest: 53

Model this put

Call · $64 In the money

Last: $6.10
Breakeven: $70.10
Implied vol: 418.4%
Delta: 0.906 ≈91% ITM
Gamma: 0.009
Theta: -1.517
Vega: 0.007
Open interest: 2

Model this call

Put · $64

Last: $0.10
Breakeven: $63.90
Implied vol: 389.7%
Delta: -0.082 ≈8% ITM
Gamma: 0.009
Theta: -1.259
Vega: 0.007
Open interest: 68

Model this put

Call · $65 In the money

Last: $6.40
Breakeven: $71.40
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 24

Model this call

Put · $65

Last: $0.88
Breakeven: $64.12
Implied vol: 419.2%
Delta: -0.105 ≈10% ITM
Gamma: 0.01
Theta: -1.655
Vega: 0.007
Open interest: 31

Model this put

Call · $66 In the money

Last: $4.10
Breakeven: $70.10
Implied vol: 341%
Delta: 0.919 ≈92% ITM
Gamma: 0.01
Theta: -1.103
Vega: 0.007
Open interest: 4

Model this call

Put · $66

Last: $1.65
Breakeven: $64.35
Implied vol: 312.8%
Delta: -0.064 ≈6% ITM
Gamma: 0.009
Theta: -0.845
Vega: 0.007
Open interest: 13

Model this put

Call · $67 In the money

Last: $4.73
Breakeven: $71.73
Implied vol: 366.8%
Delta: 0.894 ≈89% ITM
Gamma: 0.011
Theta: -1.467
Vega: 0.007
Open interest: 2

Model this call

Put · $67

Last: $0.09
Breakeven: $66.91
Implied vol: 296.5%
Delta: -0.067 ≈7% ITM
Gamma: 0.01
Theta: -0.828
Vega: 0.007
Open interest: 15

Model this put

Call · $68 In the money

Last: $16.85
Breakeven: $84.85
Implied vol: 370.5%
Delta: 0.877 ≈88% ITM
Gamma: 0.012
Theta: -1.639
Vega: 0.011
Open interest: 5

Model this call

Put · $68

Last: $0.05
Breakeven: $67.95
Implied vol: 280.4%
Delta: -0.07 ≈7% ITM
Gamma: 0.011
Theta: -0.811
Vega: 0.007
Open interest: 32

Model this put

Call · $69 In the money

Last: $15.85
Breakeven: $84.85
Implied vol: 305.9%
Delta: 0.898 ≈90% ITM
Gamma: 0.013
Theta: -1.179
Vega: 0.007
Open interest: 5

Model this call

Put · $69

Last: $0.20
Breakeven: $68.80
Implied vol: 264.5%
Delta: -0.074 ≈7% ITM
Gamma: 0.012
Theta: -0.794
Vega: 0.007
Open interest: 41

Model this put

Call · $70 In the money

Last: $14.79
Breakeven: $84.79
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 55

Model this call

Put · $70

Last: $0.05
Breakeven: $69.95
Implied vol: 248.9%
Delta: -0.078 ≈8% ITM
Gamma: 0.013
Theta: -0.777
Vega: 0.007
Open interest: 28

Model this put

Call · $71 In the money

Last: $13.79
Breakeven: $84.79
Implied vol: 299.6%
Delta: 0.868 ≈87% ITM
Gamma: 0.016
Theta: -1.386
Vega: 0.011
Open interest: 3

Model this call

Put · $71

Last: $3.66
Breakeven: $67.34
Implied vol: 257.5%
Delta: -0.101 ≈10% ITM
Gamma: 0.015
Theta: -0.983
Vega: 0.007
Open interest: 5

Model this put

Call · $72 In the money

Last: $11.66
Breakeven: $83.66
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 61

Model this call

Put · $72

Last: $0.05
Breakeven: $71.95
Implied vol: 295%
Delta: -0.149 ≈15% ITM
Gamma: 0.018
Theta: -1.473
Vega: 0.011
Open interest: 28

Model this put

Call · $73 In the money

Last: $11.85
Breakeven: $84.85
Implied vol: 263%
Delta: 0.853 ≈85% ITM
Gamma: 0.02
Theta: -1.305
Vega: 0.011
Open interest: 18

Model this call

Put · $73

Last: $0.08
Breakeven: $72.92
Implied vol: 176.3%
Delta: -0.063 ≈6% ITM
Gamma: 0.016
Theta: -0.471
Vega: 0.007
Open interest: 11

Model this put

Call · $74 In the money

Last: $9.43
Breakeven: $83.43
Implied vol: 218.3%
Delta: 0.871 ≈87% ITM
Gamma: 0.022
Theta: -1.001
Vega: 0.011
Open interest: 18

Model this call

Put · $74

Last: $0.40
Breakeven: $73.60
Implied vol: 211.9%
Delta: -0.121 ≈12% ITM
Gamma: 0.022
Theta: -0.93
Vega: 0.011
Open interest: 146

Model this put

Call · $75 In the money

Last: $9.46
Breakeven: $84.46
Implied vol: 209.8%
Delta: 0.852 ≈85% ITM
Gamma: 0.025
Theta: -1.048
Vega: 0.011
Open interest: 48

Model this call

Put · $75

Last: $0.07
Breakeven: $74.93
Implied vol: 122.9%
Delta: -0.042 ≈4% ITM
Gamma: 0.016
Theta: -0.236
Vega: 0.004
Open interest: 176

Model this put

Call · $76 In the money

Last: $6.81
Breakeven: $82.81
Implied vol: 183.6%
Delta: 0.852 ≈85% ITM
Gamma: 0.028
Theta: -0.919
Vega: 0.011
Open interest: 191

Model this call

Put · $76

Last: $0.05
Breakeven: $75.95
Implied vol: 105.2%
Delta: -0.038 ≈4% ITM
Gamma: 0.017
Theta: -0.185
Vega: 0.004
Open interest: 130

Model this put

Call · $77 In the money

Last: $6.20
Breakeven: $83.20
Implied vol: 112.3%
Delta: 0.927 ≈93% ITM
Gamma: 0.028
Theta: -0.343
Vega: 0.008
Open interest: 5

Model this call

Put · $77

Last: $0.17
Breakeven: $76.83
Implied vol: 135.7%
Delta: -0.113 ≈11% ITM
Gamma: 0.032
Theta: -0.562
Vega: 0.008
Open interest: 105

Model this put

Call · $78 In the money

Last: $6.40
Breakeven: $84.40
Implied vol: 167.3%
Delta: 0.802 ≈80% ITM
Gamma: 0.037
Theta: -1.013
Vega: 0.011
Open interest: 16

Model this call

Put · $78

Last: $0.25
Breakeven: $77.75
Implied vol: 105.4%
Delta: -0.097 ≈10% ITM
Gamma: 0.036
Theta: -0.386
Vega: 0.008
Open interest: 20

Model this put

Call · $79 In the money

Last: $6.75
Breakeven: $85.75
Implied vol: 133.3%
Delta: 0.807 ≈81% ITM
Gamma: 0.046
Theta: -0.796
Vega: 0.012
Open interest: 6

Model this call

Put · $79

Last: $0.55
Breakeven: $78.45
Implied vol: 131.5%
Delta: -0.191 ≈19% ITM
Gamma: 0.046
Theta: -0.77
Vega: 0.012
Open interest: 29

Model this put

Call · $80 In the money

Last: $4.44
Breakeven: $84.44
Implied vol: 163.4%
Delta: 0.717 ≈72% ITM
Gamma: 0.046
Theta: -1.195
Vega: 0.015
Open interest: 105

Model this call

Put · $80

Last: $0.57
Breakeven: $79.43
Implied vol: 140.6%
Delta: -0.256 ≈26% ITM
Gamma: 0.051
Theta: -0.972
Vega: 0.015
Open interest: 90

Model this put

Call · $81 In the money

Last: $5.05
Breakeven: $86.05
Implied vol: 162.9%
Delta: 0.67 ≈67% ITM
Gamma: 0.05
Theta: -1.292
Vega: 0.015
Open interest: 17

Model this call

Put · $81

Last: $1.00
Breakeven: $80.00
Implied vol: 127.2%
Delta: -0.296 ≈30% ITM
Gamma: 0.061
Theta: -0.946
Vega: 0.015
Open interest: 129

Model this put

Call · $82 In the money

Last: $3.83
Breakeven: $85.83
Implied vol: 124.9%
Delta: 0.642 ≈64% ITM
Gamma: 0.068
Theta: -1.019
Vega: 0.018
Open interest: 37

Model this call

Put · $82

Last: $2.60
Breakeven: $79.40
Implied vol: 160.5%
Delta: -0.382 ≈38% ITM
Gamma: 0.053
Theta: -1.318
Vega: 0.018
Open interest: 31

Model this put

Call · $83 In the money

Last: $4.20
Breakeven: $87.20
Implied vol: 140.9%
Delta: 0.567 ≈57% ITM
Gamma: 0.063
Theta: -1.2
Vega: 0.018
Open interest: 70

Model this call

Put · $83

Last: $1.55
Breakeven: $81.45
Implied vol: 111.5%
Delta: -0.423 ≈42% ITM
Gamma: 0.079
Theta: -0.936
Vega: 0.018
Open interest: 20

Model this put

Call · $84

Last: $2.50
Breakeven: $86.50
Implied vol: 127.3%
Delta: 0.502 ≈50% ITM
Gamma: 0.071
Theta: -1.11
Vega: 0.018
Open interest: 115

Model this call

Put · $84 In the money

Last: $4.00
Breakeven: $80.00
Implied vol: 133.1%
Delta: -0.497 ≈50% ITM
Gamma: 0.068
Theta: -1.153
Vega: 0.018
Open interest: 103

Model this put

Call · $85

Last: $1.73
Breakeven: $86.73
Implied vol: 89.2%
Delta: 0.395 ≈39% ITM
Gamma: 0.097
Theta: -0.746
Vega: 0.018
Open interest: 77

Model this call

Put · $85 In the money

Last: $2.50
Breakeven: $82.50
Implied vol: 50.6%
Delta: -0.69 ≈69% ITM
Gamma: 0.156
Theta: -0.379
Vega: 0.016
Open interest: 6

Model this put

Call · $86

Last: $1.15
Breakeven: $87.15
Implied vol: 148.3%
Delta: 0.388 ≈39% ITM
Gamma: 0.058
Theta: -1.238
Vega: 0.018
Open interest: 55

Model this call

Put · $86 In the money

Last: $4.40
Breakeven: $81.60
Implied vol: 130.5%
Delta: -0.631 ≈63% ITM
Gamma: 0.066
Theta: -1.072
Vega: 0.016
Open interest: 348

Model this put

Call · $87

Last: $1.53
Breakeven: $88.53
Implied vol: 121.2%
Delta: 0.296 ≈30% ITM
Gamma: 0.064
Theta: -0.903
Vega: 0.016
Open interest: 51

Model this call

Put · $87 In the money

Last: $4.40
Breakeven: $82.60
Implied vol: 110.4%
Delta: -0.725 ≈72% ITM
Gamma: 0.068
Theta: -0.788
Vega: 0.016
Open interest: 8

Model this put

Call · $88

Last: $0.75
Breakeven: $88.75
Implied vol: 110.7%
Delta: 0.215 ≈22% ITM
Gamma: 0.059
Theta: -0.701
Vega: 0.012
Open interest: 57

Model this call

Put · $88 In the money

Last: $5.45
Breakeven: $82.55
Implied vol: 134.3%
Delta: -0.739 ≈74% ITM
Gamma: 0.054
Theta: -0.939
Vega: 0.016
Open interest: 6

Model this put

Call · $89

Last: $0.45
Breakeven: $89.45
Implied vol: 151.2%
Delta: 0.24 ≈24% ITM
Gamma: 0.047
Theta: -1.029
Vega: 0.012
Open interest: 60

Model this call

Put · $89 In the money

Last: —
Breakeven: —
Implied vol: 90.9%
Delta: -0.886 ≈89% ITM
Gamma: 0.048
Theta: -0.371
Vega: 0.008
Open interest: 0

Model this put

Call · $90

Last: $0.50
Breakeven: $90.50
Implied vol: 122.6%
Delta: 0.144 ≈14% ITM
Gamma: 0.042
Theta: -0.607
Vega: 0.012
Open interest: 284

Model this call

Put · $90 In the money

Last: $5.50
Breakeven: $84.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this put

Call · $91

Last: $0.65
Breakeven: $91.65
Implied vol: 192.7%
Delta: 0.228 ≈23% ITM
Gamma: 0.035
Theta: -1.264
Vega: 0.012
Open interest: 25

Model this call

Put · $91 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $92

Last: $0.47
Breakeven: $92.47
Implied vol: 149.2%
Delta: 0.13 ≈13% ITM
Gamma: 0.032
Theta: -0.682
Vega: 0.008
Open interest: 17

Model this call

Put · $92 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $93

Last: $0.50
Breakeven: $93.50
Implied vol: 199.5%
Delta: 0.18 ≈18% ITM
Gamma: 0.029
Theta: -1.126
Vega: 0.013
Open interest: 35

Model this call

Put · $93 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $94

Last: $2.37
Breakeven: $96.37
Implied vol: 292%
Delta: 0.254 ≈25% ITM
Gamma: 0.025
Theta: -2.046
Vega: 0.016
Open interest: 6

Model this call

Put · $94 In the money

Last: $25.50
Breakeven: $68.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 54

Model this put

Call · $95

Last: $0.15
Breakeven: $95.15
Implied vol: 167.6%
Delta: 0.088 ≈9% ITM
Gamma: 0.021
Theta: -0.574
Vega: 0.008
Open interest: 766

Model this call

Put · $95 In the money

Last: $12.55
Breakeven: $82.45
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this put

Call · $96

Last: $0.05
Breakeven: $96.05
Implied vol: 244.7%
Delta: 0.166 ≈17% ITM
Gamma: 0.023
Theta: -1.314
Vega: 0.013
Open interest: 2

Model this call

Put · $96 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $97

Last: $0.92
Breakeven: $97.92
Implied vol: 244.7%
Delta: 0.144 ≈14% ITM
Gamma: 0.021
Theta: -1.213
Vega: 0.009
Open interest: 2

Model this call

Put · $97 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $98

Last: $2.10
Breakeven: $100.10
Implied vol: 220.2%
Delta: 0.103 ≈10% ITM
Gamma: 0.018
Theta: -0.848
Vega: 0.009
Open interest: 5

Model this call

Put · $98 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $99

Last: —
Breakeven: —
Implied vol: 253.8%
Delta: 0.124 ≈12% ITM
Gamma: 0.018
Theta: -1.12
Vega: 0.009
Open interest: 0

Model this call

Put · $99 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $100

Last: $0.10
Breakeven: $100.10
Implied vol: 188.3%
Delta: 0.044 ≈4% ITM
Gamma: 0.011
Theta: -0.373
Vega: 0.005
Open interest: 494

Model this call

Put · $100 In the money

Last: $19.70
Breakeven: $80.30
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 123

Model this put

Call · $101

Last: $0.05
Breakeven: $101.05
Implied vol: 311.5%
Delta: 0.148 ≈15% ITM
Gamma: 0.017
Theta: -1.567
Vega: 0.009
Open interest: 3

Model this call

Put · $101 In the money

Last: $20.66
Breakeven: $80.34
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $102

Last: $1.00
Breakeven: $103.00
Implied vol: 434.1%
Delta: 0.234 ≈23% ITM
Gamma: 0.016
Theta: -2.873
Vega: 0.013
Open interest: 1

Model this call

Put · $102 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $105

Last: $0.05
Breakeven: $105.05
Implied vol: 255.7%
Delta: 0.057 ≈6% ITM
Gamma: 0.01
Theta: -0.63
Vega: 0.005
Open interest: 5

Model this call

Put · $105 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $110

Last: $5.00
Breakeven: $115.00
Implied vol: 408.1%
Delta: 0.129 ≈13% ITM
Gamma: 0.011
Theta: -1.845
Vega: 0.009
Open interest: 10

Model this call

Put · $110 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $115

Last: $0.10
Breakeven: $115.10
Implied vol: 363%
Delta: 0.063 ≈6% ITM
Gamma: 0.008
Theta: -0.961
Vega: 0.005
Open interest: 2

Model this call

Put · $115 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $120

Last: $0.75
Breakeven: $120.75
Implied vol: 399.7%
Delta: 0.058 ≈6% ITM
Gamma: 0.006
Theta: -0.993
Vega: 0.005
Open interest: 3

Model this call

Put · $120 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $125

Last: $0.60
Breakeven: $125.60
Implied vol: 562%
Delta: 0.12 ≈12% ITM
Gamma: 0.008
Theta: -2.41
Vega: 0.01
Open interest: 5

Model this call

Put · $125 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $130

Last: $0.10
Breakeven: $130.10
Implied vol: 394%
Delta: 0.023 ≈2% ITM
Gamma: 0.003
Theta: -0.464
Vega: 0.003
Open interest: 10

Model this call

Put · $130 In the money

Last: —
Breakeven: —
Implied vol: 321.4%
Delta: -0.995 ≈99% ITM
Gamma: 0.001
Theta: -0.099
Vega: 0.001
Open interest: 0

Model this put

Call · $135

Last: $0.06
Breakeven: $135.06
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $135 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

AMBA · Ambarella Inc

Options Chain

Positioning

Open interest by strike · near the money

Chain